Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1552186.8786 | 1632836.6641 | -80649.7855 | -68241.8252 | 175395.4944 | -243637.3197 |
Total P&L (%) | 1552.1869 | 1632.8367 | -80.6498 | -68.2418 | 175.3955 | -243.6373 |
Avg Daily Profit (%) | 0.6695 | 0.7043 | -0.0348 | -0.0495 | 0.0437 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170374 | -95341 | -204676 | -277254 | -52187 | -286047 |
Profit Factor | 3.3424 | 6.8662 | 0.7901 | 0.879 | 2.1643 | 0.4105 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 42.268 | 40.8163 | 43.75 | 42.268 | 40.8163 | 43.75 |
Ratio Avg Win / Avg Loss | 4.5653 | 9.956 | 1.0159 | 1.2006 | 3.1382 | 0.5278 |
Largest Winning Trade | 1637582 | 1637582 | 80538 | 147490 | 147490 | 55954 |
Largest Losing Trade | -79378 | -68943 | -79378 | -239218 | -36192 | -239218 |
Avg Bars in Trades | 65 | 54 | 76 | 65 | 54 | 76 |
Avg Bars in Winners | 97 | 89 | 105 | 97 | 89 | 105 |
Avg Bars in Losers | 41 | 30 | 54 | 41 | 30 | 54 |
Bars Traded | 6341 | 2670 | 3671 | 6341 | 2670 | 3671 |
Profit Streak | 12.2361 | 12.2361 | 14.9028 | 12.2361 | 12.2361 | 14.9028 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 604015 | 648756 | -580865 | -580774 | -133269 | -582532 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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